Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.82% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'281 CHF | 492'281 CHF | 98.94% | 98.94% |
13.05.2024 | 1.01% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'190 CHF | 496'190 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 98.10 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'806 CHF | 495'806 CHF | 99.84% | 99.84% |
08.05.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'526 CHF | 489'526 CHF | 97.91% | 97.91% |
07.05.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'632 CHF | 484'632 CHF | 99.63% | 99.63% |
06.05.2024 | 1.04% | 95.90 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'673 CHF | 483'673 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 95.30 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'738 CHF | 480'479 CHF | 99.99% | 99.99% |
02.05.2024 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'133 CHF | 479'133 CHF | 100.00% | 100.00% |
30.04.2024 | 1.04% | 95.50 % | 96.50 % | 500'000 | 500'000 | 500'000 | 499'522 | 476'585 CHF | 481'125 CHF | 99.59% | 99.59% |
29.04.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'174 CHF | 483'174 CHF | 100.00% | 100.00% |